CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 1.3415 1.3350 -0.0065 -0.5% 1.3407
High 1.3461 1.3434 -0.0027 -0.2% 1.3487
Low 1.3288 1.3281 -0.0007 -0.1% 1.3281
Close 1.3336 1.3371 0.0035 0.3% 1.3371
Range 0.0173 0.0153 -0.0020 -11.6% 0.0206
ATR 0.0164 0.0164 -0.0001 -0.5% 0.0000
Volume 330,511 284,744 -45,767 -13.8% 1,335,920
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3821 1.3749 1.3455
R3 1.3668 1.3596 1.3413
R2 1.3515 1.3515 1.3399
R1 1.3443 1.3443 1.3385 1.3479
PP 1.3362 1.3362 1.3362 1.3380
S1 1.3290 1.3290 1.3357 1.3326
S2 1.3209 1.3209 1.3343
S3 1.3056 1.3137 1.3329
S4 1.2903 1.2984 1.3287
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3998 1.3890 1.3484
R3 1.3792 1.3684 1.3428
R2 1.3586 1.3586 1.3409
R1 1.3478 1.3478 1.3390 1.3429
PP 1.3380 1.3380 1.3380 1.3355
S1 1.3272 1.3272 1.3352 1.3223
S2 1.3174 1.3174 1.3333
S3 1.2968 1.3066 1.3314
S4 1.2762 1.2860 1.3258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3487 1.3281 0.0206 1.5% 0.0128 1.0% 44% False True 267,184
10 1.3550 1.3260 0.0290 2.2% 0.0149 1.1% 38% False False 284,957
20 1.3795 1.3212 0.0583 4.4% 0.0155 1.2% 27% False False 280,301
40 1.4241 1.3212 0.1029 7.7% 0.0174 1.3% 15% False False 304,171
60 1.4241 1.3142 0.1099 8.2% 0.0178 1.3% 21% False False 315,389
80 1.4558 1.3142 0.1416 10.6% 0.0175 1.3% 16% False False 244,948
100 1.4558 1.3142 0.1416 10.6% 0.0176 1.3% 16% False False 196,070
120 1.4558 1.3142 0.1416 10.6% 0.0170 1.3% 16% False False 163,428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4084
2.618 1.3835
1.618 1.3682
1.000 1.3587
0.618 1.3529
HIGH 1.3434
0.618 1.3376
0.500 1.3358
0.382 1.3339
LOW 1.3281
0.618 1.3186
1.000 1.3128
1.618 1.3033
2.618 1.2880
4.250 1.2631
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 1.3367 1.3371
PP 1.3362 1.3371
S1 1.3358 1.3371

These figures are updated between 7pm and 10pm EST after a trading day.

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